Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Quantitative finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Robust linear functional mixed...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Elliptical distributions
2
Statistical distribution
2
Statistische Verteilung
2
Volatility
2
Volatilität
2
ARCH model
1
ARCH-Modell
1
Capital income
1
Centring risk measures
1
Conditional VaR
1
Correlation
1
Decomposition method
1
Dekompositionsverfahren
1
Distribution-free risk contributions
1
Dynamic conditional correlation
1
Estimation
1
Estimation theory
1
Factor risk decomposition
1
Heavy tails
1
Heteroscedasticity
1
Heteroskedastizität
1
Investitionsrisiko
1
Investment risk
1
Kapitaleinkommen
1
Korrelation
1
Measurement
1
Messung
1
Portfolio selection
1
Portfolio-Management
1
Quadrant correlation
1
Risiko
1
Risikomanagement
1
Risikomaß
1
Risk
1
Risk management
1
Risk measure
1
Schätztheorie
1
Schätzung
1
Stochastic process
1
Stochastic volatility
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Hacini, Mehdi-Vincent
1
Kroon, Erik
1
Pelagatti, Matteo
1
Sbrana, Giacomo
1
Somefun, Koye
1
Published in...
All
Quantitative finance
Annals of the Institute of Statistical Mathematics
7
Journal of Multivariate Analysis
6
Psychometrika
5
Statistical Papers / Springer
4
Working Papers / Centro de Estudios Monetarios y Financieros (CEMFI)
4
Computational Statistics & Data Analysis
3
Econometrics
3
Insurance / Mathematics & economics
3
Journal of Applied Statistics
3
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
3
Bonn Econ Discussion Papers
2
Econometric Institute Report
2
Econometric Institute Research Papers
2
Economics letters
2
Journal of financial econometrics
2
Metrika
2
Statistical Methods and Applications
2
Annals of Finance
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Computational Statistics
1
Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems
1
Discussion papers / Governance and the Efficiency of Economic Systems
1
ECARES working paper
1
ERIM Report Series Research in Management
1
IMA journal of management mathematics
1
Insurance: Mathematics and Economics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of forecasting
1
International journal of theoretical and applied finance
1
Journal of Econometrics
1
Journal of Risk and Financial Management
1
Journal of econometrics
1
Journal of risk
1
Journal of risk and financial management : JRFM
1
Management Science
1
Memorandum
1
Memorandum / Department of Economics, University of Oslo
1
Research Paper / Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
1
SFB/TR 15 Discussion Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Centred expected shortfall (CES) : a traditional asset manager's view on decomposing downside investment risk
Kroon, Erik
;
Hacini, Mehdi-Vincent
;
Somefun, Koye
- In:
Quantitative finance
24
(
2024
)
1
,
pp. 83-104
Persistent link: https://www.econbiz.de/10014551942
Saved in:
2
Estimating correlations among elliptically distributed random variables under any form of heteroskedasticity
Pelagatti, Matteo
;
Sbrana, Giacomo
- In:
Quantitative finance
24
(
2024
)
3/4
,
pp. 451-464
Persistent link: https://www.econbiz.de/10014552077
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
